+28,084.6%
AVGO vs EXR
+3,148.2%
+24,936.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | -0.9% | +2.7% | -3.5% | -1.7% |
| 30D | -11.6% | +18.9% | -30.6% | -16.9% |
| 3M | -25.2% | +8.4% | -33.5% | -27.4% |
| 6M | -25.4% | +14.3% | -39.8% | -29.6% |
| YTD | -7.2% | +27.2% | -34.4% | -16.0% |
| 1Y | -7.9% | +25.9% | -33.8% | -16.6% |
| 3Y | +262.1% | +54.6% | +207.5% | +193.7% |
| 5Y | +525.7% | -0.6% | +526.3% | +491.8% |
| 10Y | +2,300.3% | +208.5% | +2,091.8% | +1,284.1% |
| All | +28,084.6% | +3,148.2% | +24,936.4% | +6,091.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling